most citedNumerical reconstruction of the covariance matrix of a spherically truncated multinormal distribution

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

math.ST2012★ 1 cited

Numerical reconstruction of the covariance matrix of a spherically truncated multinormal distribution

Filippo Palombi, Simona Toti, Romina Filippini

In this paper we relate the matrix of the second moments of a spherically truncated normal multivariate to its full covariance matrix and present an algorithm to invert t…